Pop-ups are windows that open automatically on your computer screen. Most often, they display advertising, which can be from legitimate businesses, but also might be scams or dangerous software. Pop-ups can be part of a phishing scam to try to get you to click on them and be sent to a website that will steal your sensitive information. However, not all Pop-ups are bad, some are used to accomplish tasks. 
Types of Pop-ups
There are three main types of Pop-ups, those that appear when clicked on, those that appear at random, and those that appear without user intervention (thought by some to be the most annoying kind). Mostly, all types of Pop-ups display content that the user has no interest in, some may even display vulgar content. 
Getting Around Pop-ups
Pop-ups can be extremely annoying and time-consuming, so when one is shown you probably want to get rid of it as quickly and as safely as possible. When you see a Pop-up you need to close the window and not click anywhere in the advertisement, or you could get transferred to a malicious site. No matter what the message displays, do not click on it, always try first for the 'X' button in the top right-hand corner of the window. Alternatively, you can right-click the corresponding task-bar button and select "close" on the menu that displays. 
You can download a Pop-up blocker, but most browsers already have them configured, you just have to activate them.
In Internet Explorer :
1. Click 'Tools'
2. Point to Pop-up Blocker
3. Click 'Turn on Pop-up Blocker'
In Mozilla Firefox :
1. Click 'Tools'
2. Click 'Options'
3. Click on the 'Content' tab
4. Check 'Block Pop-ups automatically' and you can add exceptions by clicking the 'Exceptions' button.
- Note- not all Pop-up Blockers are fool-proof. Some may block the Pop-ups but the windows may still show up through hidden/undiscovered methods*
Test your Pop-up Blocker
You can test your Pop-up Blocker at http://www.popuptest.com, to make sure it is has you well protected.